Q:
Does critical damage works on all spells?
A:
It works with everything except condition damage.
But if some spell apply cond dmg it means that initial dmg is working with crit dmg and burning or bleding gos after does not?
Yes, that’s what it means. The initial damage can crit, and subsequently have the crit damage increased, but condition damage cannot crit, and as such is unaffected by crit damage.